Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 14,91% | 0,07 CHF | 0,08 CHF | 760 200 | 760 200 | 412 743 | 412 743 | 27 025 CHF | 31 220 CHF | 100,00% | 100,00% |
25/09/2024 | 15,56% | 0,06 CHF | 0,07 CHF | 789 600 | 789 600 | 457 545 | 457 545 | 27 820 CHF | 32 407 CHF | 99,69% | 99,69% |
24/09/2024 | 15,68% | 0,06 CHF | 0,07 CHF | 888 800 | 888 800 | 488 048 | 488 048 | 29 164 CHF | 34 054 CHF | 100,00% | 100,00% |
23/09/2024 | 15,54% | 0,06 CHF | 0,07 CHF | 793 000 | 793 000 | 462 979 | 462 979 | 28 124 CHF | 32 763 CHF | 99,88% | 99,88% |
20/09/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 883 800 | 883 800 | 466 941 | 466 941 | 28 215 CHF | 32 906 CHF | 99,05% | 99,05% |
19/09/2024 | 15,31% | 0,06 CHF | 0,07 CHF | 905 600 | 905 600 | 477 585 | 477 585 | 29 238 CHF | 34 045 CHF | 98,00% | 98,00% |
18/09/2024 | 19,13% | 0,06 CHF | 0,07 CHF | 848 200 | 848 200 | 422 867 | 422 867 | 25 391 CHF | 29 725 CHF | 99,18% | 99,18% |
12/09/2024 | 16,48% | 0,07 CHF | 0,08 CHF | 853 100 | 853 100 | 496 389 | 496 389 | 28 889 CHF | 33 870 CHF | 99,99% | 99,99% |
11/09/2024 | 17,48% | 0,05 CHF | 0,06 CHF | 952 800 | 952 800 | 522 276 | 522 276 | 27 413 CHF | 32 645 CHF | 99,90% | 99,90% |
10/09/2024 | 18,47% | 0,05 CHF | 0,06 CHF | 999 000 | 999 000 | 551 108 | 551 108 | 27 555 CHF | 33 077 CHF | 99,75% | 99,75% |